Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3,74% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 79 610 CHF | 27 537 CHF | 99,37% | 99,37% |
19/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 82 108 CHF | 28 369 CHF | 98,91% | 98,91% |
18/11/2024 | 4,09% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 514 CHF | 25 171 CHF | 97,65% | 97,65% |
15/11/2024 | 2,42% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 123 417 CHF | 42 139 CHF | 99,37% | 99,37% |
14/11/2024 | 1,97% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 151 259 CHF | 51 420 CHF | 99,37% | 99,37% |
13/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 756 CHF | 27 919 CHF | 96,89% | 96,89% |
12/11/2024 | 2,99% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 99 096 CHF | 34 032 CHF | 96,83% | 96,83% |
11/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 301 CHF | 31 767 CHF | 99,38% | 99,38% |
08/11/2024 | 3,90% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 76 366 CHF | 26 455 CHF | 91,28% | 91,28% |
07/11/2024 | 4,03% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 272 CHF | 25 424 CHF | 98,70% | 98,70% |